-15.4%
MDLN vs RIO
+40.9%
-56.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.2% |
| 7D | -1.2% | +1.9% | -3.1% | -1.1% |
| 30D | -1.5% | +5.0% | -6.5% | -1.1% |
| 3M | +2.6% | +5.1% | -2.5% | +3.6% |
| 6M | -20.9% | +17.6% | -38.5% | -20.8% |
| YTD | -17.4% | +36.3% | -53.7% | -20.2% |
| All | -15.4% | +40.9% | -56.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling